Mixed-asset portfolio allocation under mean-reverting asset returns
Year of publication: |
2019
|
---|---|
Authors: | Amédée-Manesme, Charles-Olivier ; Barthélémy, Fabrice ; Bertrand, Philippe ; Prigent, Jean-Luc |
Published in: |
Decision making and risk/return optimization in financial economics. - New York, NY, USA : Springer. - 2019, p. 65-98
|
Subject: | Portfolio allocation | Mixed-asset | Real estate investment | Mean reverting effects | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Mean Reversion | Mean reversion | Theorie | Theory | Portfolio-Investition | Foreign portfolio investment | Immobilienfonds | Real estate fund |
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